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In this paper,we consider the maximum likelihood estimation for the skew Ornstein-Uhlenbeck processes based on continuous observations.When dealing with the skew Ornstein-Uhlenbeck process,the main difficulty lies in the appearance of the local time.We use Girsanov transformations successively to obtain the maximum likelihood function,by which the maximum likelihood estimators of the drift parameter are derived.Furthermore,we also prove their strong consistency and asymptoticnormality.